In a statement Tuesday, Rauner says the Saturday shootings of 19-year-old Quintonio LeGrier and 55-year-old Bettie Jones are "deeply troubling."

The Republican says, "This tragedy further underscores the need for a broad and deep federal investigation, which I continue to strongly support."

The Justice Department announced a civil rights investigation of the Chicago Police Department after the city last month released squad-car video of a white officer shooting a black teenager 16 times last year.

Police say LeGrier was "combative" Saturday when shot by police responding to a domestic disturbance. They acknowledge Jones was accidentally hit by gunfire.

PROTESTS OUTSIDE EMANUEL'S HOME

Also Tuesday, a small group of people gathered outside Mayor Rahm Emanuel's home to protest shootings by Chicago police and call for Emanuel to resign.

About 20 people turned out Tuesday afternoon, the same day Emanuel was scheduled to return home from a vacation to Cuba. It was unclear if the mayor or his family were home.

Protests have occurred across Chicago since the city — under a court order — released squad-car video last month showing a white officer shooting a black teenager 16 times. Officer Jason Van Dyke pleaded not guilty Tuesday to six murder counts for the October 2014 death of 17-year-old Laquan McDonald.

Critics have accused Emanuel of keeping the video under wraps until after he won a second term in April.

Emanuel has denied the allegation and has repeatedly said he won't step down.